Prediction research of the supper-shortterm exchange rate
超短期汇率的预测研究

A new method which is fit to the prediction of supper-shortterm exchange rate was proposed. The data for experimentation was got from Interact, and the model was established with the reconstructed phase space and Kalman. Compared with the neural network predicting model, the results show that the proposed model can track the instant exchange rates change well, and it is better than the neural network model both in accuracy rate and run-time length. Finally, the whole procedure of prediction on line based on . NET was introduced.